+1,208.8%
MTSI vs URA
+14.4%
+1,194.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.1% |
| 7D | +1.4% | +1.1% | +0.3% | +0.8% |
| 30D | +2.1% | +7.4% | -5.3% | -1.5% |
| 3M | -29.7% | -8.4% | -21.3% | -26.4% |
| 6M | +12.5% | -12.7% | +25.2% | +19.2% |
| YTD | +57.0% | +7.8% | +49.2% | +48.1% |
| 1Y | +103.9% | +19.5% | +84.5% | +79.3% |
| 3Y | +223.6% | +116.4% | +107.1% | +104.7% |
| 5Y | +321.6% | +134.3% | +187.3% | +137.7% |
| 10Y | +517.7% | +359.3% | +158.5% | +127.2% |
| All | +1,208.8% | +14.4% | +1,194.3% | +671.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling